Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47445.51 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46050.54 Kr¶

PnL: ---------------------------------------> -838.03 Kr¶

DD now: ---------------------------------> -2.435 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 11:28:31.859103'

Anic Portfolio¶

Today¶

Return: -1.055 %¶

This Week¶

Return: -0.976 %¶

Total¶

Return: 55.324 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.000000 2761.500000 125.500000 4.760000 2636.000010
Beijer Electronics Group 26 -0.840000 3068.000000 97.000000 3.260000 2971.000006
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
SAAB B 8 0.610000 3428.000000 51.000000 1.510000 3377.000000
AcadeMedia 12 -2.210000 593.760000 36.760000 6.600000 557.000004
MedCap 2 -0.220000 455.000000 34.000000 8.080000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -0.670000 388.300000 33.300000 9.380000 355.000000
Corem Property Group B 59 -2.370000 607.700000 30.700000 5.320000 576.999999
Resurs Holding 22 -1.190000 602.140000 28.140000 4.900000 573.999998
Boozt 12 -1.200000 1676.400000 22.400000 1.350000 1653.999996
Norva24 Group 16 -0.280000 564.800000 21.800000 4.010000 543.000000
Swedbank A 3 -0.700000 577.050000 13.050000 2.310000 564.000000
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Securitas B 6 -1.020000 582.600000 12.600000 2.210000 570.000000
HMS Networks 2 -3.660000 684.800000 11.800000 1.750000 673.000000
Coor Service Management Hold. 8 -0.890000 537.200000 5.200000 0.980000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Samhällsbyggnadsbo. i Norden D 12 -0.580000 248.880000 2.880000 1.170000 246.000000
Karnov Group 9 -0.830000 538.200000 2.200000 0.410000 536.000004
Fastighetsbolag. Emilshus Pref 21 -2.010000 563.850000 1.850000 0.330000 562.000005
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Intrum 4 -4.000000 523.600000 -3.400000 -0.650000 527.000000
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Nordea Bank Abp 29 -0.290000 3444.620000 -9.380000 -0.270000 3453.999992
Essity B 2 -0.180000 559.600000 -14.400000 -2.510000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -1.580000 509.210000 -24.790000 -4.640000 533.999999
Essity A 4 -0.710000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.080000 552.000000 -42.570000 -7.160000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.290000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 0.330000 3594.500000 -161.500000 -4.300000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -2.860000 1406.700000 -257.300000 -15.460000 1663.999992
Ovzon 52 -2.720000 2787.200000 -574.800000 -17.100000 3361.999992
TOTAL 46050.540000 -838.030000 -2.4355% 46888.564618

Updated:¶

'2023-01-25 11:28:44.792601'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶